Dunque ho rivisto il codice originale di Ivan per farne uno script facilmente esportabile e incollabile all’inizio di ogni ProOrder.
Lo allego qui sotto.
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///////////////////////////////////////////////////////////////////////////////////////////////////////////// // // Backtest filtering and optimizing script // // Scope : optimize the Backtest time, excluding or jumping over the combination that are not useful // for the Backtest. Example: if you are using the cross of 2 or more MA to detect order input or // exit, for sure, you have some not useful combinations like: // - MA1=MA2 // - FastMA>SlowMA // - a minimum distance from the periods of the MA // so, you can exclude this combination from the backtest. // // Usage : include and adapt this script to your ProOrder code, inserting it at the beginning // ///////////////////////////////////////////////////////////////////////////////////////////////////////////// // Detecting and exclude combinations C1=MAFAst>=MASlow C2=MASlow<MAFast+5 C3=Timestart>=TimeStop C4=TimeStop<TimeStart+6 //adding other conditions if necessary, including them into the if test if C1 and C2 and C3 and C4 then Quit endif // End script |
